Market/Credit Risk Auditor
BNP Paribas
Lisbon, PT
há 4 dias

BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history.

It has a presence in 71 countries, with 200 000 Employees including more than 150 000 in Europe and 6 000 in Portugal alone.

BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate in the country. Today, the Group has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

Thanks to its international presence and regular and close collaboration among its businesses, BNP Paribas has the resources to support all clients individuals, entrepreneurs, SMEs, large corporates, institutional investors and community organisations with financing, investment, savings and protection solutions that help make their projects a success.

BNP Paribas holds key positions in its three core operating divisions : Domestic Markets and International Financial Services for retail banking and specialised financial services, and Corporate & Institutional Banking for corporate and institutional clients.

Within RISK, the Global Practice RISK IRC is in charge of the independent review of the credit, market, counterparty, insurance and operational risks as well as the RISK ORC function of RISK.

Risk Independent Review (RISK IR) is the team responsible for the independent review of the risk measurement systems for the risks covered by RISK IRC.

These reviews can take different forms (ex-ante / ex-post, driven by a regulatory objective or not, methodology / implementation) and are more or less exhaustive according to the subjects treated.

Within RISK IRC, the team Framework, Processes & Systems (FPS) is in charge of, among other things, the review of all the BNP Paribas Group's processes and information systems (central and local) contributing to the measurement of credit, market or counterparty risks.

The topics covered are as follows :

Information systems and data quality : data supporting the modelling and run of credit risk models (e.g. PD, LGD and EAD), market (VaR, IRC) and counterparty (EEPE)

Systems and processes dedicated to the production of the risk indicators and the computation of the Risk weighted assets

Internal and regulatory reporting : collection of risk data and production of reports, local and central processing during the reporting process

Reconciliation of accounting and risk data locally and centrally

Good application of the regulatory definitions and internal standards

Use of the internal rating systems

Governance and risk management

ROLE AND RESPONSIBILITIES

You will integrate the RISK Platform in Lisbon to contribute to the Framework, Processes & Systems (FPS) team deliverables with the following responsibilities :

Guarantee applicability of regulatory standards, internal procedures, internal systems and compliance

Performing review and analysis works, assessing risks for all types of risk measurement systems on the reviewed perimeter

Issuing reports and proposing action plans or recommendations to the concerned RISK departments and beyond

Performing in-depth independent reviews, in accordance with the following points

Doing independent reviews of the risk measurement systems of the BNP Paribas group (any country)

Producing analyses related to the laws, regulations, procedures and existing practices

Controlling the quality of the monitoring systems of the main risk families

Writing reports and proposing action plans

Writing final reports

Presenting the objectives of the review and its conclusions to the management

Proposing remediation plans on the specific areas where weaknesses have been identified

Controlling recommendations and justifications supporting their closure

PROFILE

Engineering and Mathematical academic backgrounds desired

3+Y of experience in Banking / Audit Firms or Consultancy Firms with knowledge of Banking Prudential Regulation

At least, 3 years of experience in a Risk / Business department as Credit Analyst and / or Audit firm / Finance department as Auditor / IT Auditor

Knowledge of Python, R or SAS valued

Fluent in English

High quality of deliverables in tight deadlines

Capacity of analysis and synthesis

Client’s oriented

Capacity of innovation and adaptation in a transversal environment

Please note that only applications submitted in English will be considered.

In case you are selected for this role, further documentation will be requested to support your hiring process.

BNP Paribas is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity, race, religion or belief, sex or sexual orientation.

Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency which in turn increase performance and productivity.

We strive to reflect the society we live in, while keeping with the image of our clients.

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